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Young1
Posts:
2
Registered:
11/24/09


fmincon returns a solution that is worse than the feasible initial point
Posted:
Dec 21, 2013 5:06 PM


I am solving a nonlinear problem with about 15 nonlinear terms and no linear constraints. I am supplying an initially known feasible solution to fmincon that satisfies all constraints and has an objective function value of 18.0968. However, fmincon finally arrives at a much worse solution with an objective value of 1.99005. Here is a sample of the output:
********************* Warning: The default trustregionreflective algorithm does not solve problems with the constraints you have specified. FMINCON will use the activeset algorithm instead. For information on applicable algorithms, see Choosing the Algorithm in the documentation. > In fmincon at 486 In mycode at 244
Max Line search Directional Firstorder Iter Fcount f(x) constraint steplength derivative optimality Procedure 0 12 18.0968 8.866e14 1 24 24.0287 2.708e05 1 2.73 894 2 50 24.0289 2.708e05 6.1e05 2.86 387 3 73 24.026 2.707e05 0.000488 31.4 4.71e+03 4 99 24.0264 5.172e05 6.1e05 1.98 7.54e+06 5 113 18.5173 0.2924 0.25 0.00886 3.39e+08 6 125 1.99005 0.07514 1 0.382 9.95e+10 7 138 1.99005 0.03688 0.5 4.95e10 1.58e+04 8 151 1.99005 0.01816 0.5 4.94e10 1.71e+05 9 164 1.99005 0.009081 0.5 4.94e10 2.31e+05 Hessian modified twice 10 177 1.99005 0.00454 0.5 5.02e10 1.57e+07 Hessian modified twice 11 189 1.99005 5.013e13 1 6.12e10 1.02e+05
Local minimum found that satisfies the constraints.
Optimization completed because the objective function is nondecreasing in feasible directions, to within the default value of the function tolerance, and constraints are satisfied to within the default value of the constraint tolerance. *********************
I have already seen the following post: http://mathworks.co.uk/matlabcentral/newsreader/view_thread/308522
and tried other but using different solvers didn't help.
Any ideas are very welcome!



